+51.2%
JD vs SIRI
+14.5%
+36.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.9% |
| 7D | -0.8% | +4.3% | -5.1% | -2.0% |
| 30D | -16.0% | -2.8% | -13.2% | -15.5% |
| 3M | -3.2% | +5.9% | -9.1% | -4.9% |
| 6M | +6.1% | +31.9% | -25.9% | -2.2% |
| YTD | -0.1% | +48.7% | -48.8% | -11.2% |
| 1Y | -12.7% | +23.2% | -36.0% | -18.8% |
| 3Y | -6.3% | -23.9% | +17.6% | -5.9% |
| 5Y | -61.3% | -43.4% | -17.9% | -60.3% |
| 10Y | +17.6% | -13.6% | +31.2% | -15.9% |
| All | +51.2% | +14.5% | +36.7% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SIRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling